Consistency of the kernel density estimator - a survey

dc.contributor.author	Weißbach, Rafael
dc.contributor.author	Wied, Dominik
dc.date.accessioned	2009-04-30T10:40:09Z
dc.date.available	2009-04-30T10:40:09Z
dc.date.issued	2009-04-30T10:40:09Z
dc.description.abstract	Various consistency proofs for the kernel density estimator have been developed over the last few decades. Important milestones are the pointwise consistency and almost sure uniform convergence with a fixed bandwidth on the one hand and the rate of convergence with a fixed or even a variable bandwidth on the other hand. While considering global properties of the empirical distribution functions is sufficient for strong consistency, proofs of exact convergence rates use deeper information about the underlying empirical processes. A unifying character, however, is that earlier and more recent proofs use bounds on the probability that a sum of random variables deviates from its mean.	en
dc.identifier.uri	http://hdl.handle.net/2003/26095
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-12953
dc.language.iso	en	de
dc.subject	Empirical process	en
dc.subject	Kernel estimation	en
dc.subject	Pointwise consistency	en
dc.subject	Rate of convergence	en
dc.subject	Strong uniform consistency	en
dc.subject	Variable bandwidth	de
dc.subject.ddc	004
dc.title	Consistency of the kernel density estimator - a survey	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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